+32.7%
PYPL vs FIS
-28.4%
+61.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | +0.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.4% |
| 30D | +6.1% | -11.8% | +17.9% | +3.5% |
| 3M | +1.1% | -28.5% | +29.6% | +7.6% |
| 6M | +32.7% | -27.0% | +59.8% | +37.6% |
| All | +32.7% | -28.4% | +61.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling